Invesco S&P International Developed Quality ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.58% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6819 | 4.74 | |
| 0.1024 | 7.10 | |
| 0.8701 | 56.63 | |
| -0.0119 | -0.75 | |
| 0.0436 | 1.92 | |
| -0.0429 | -3.79 |
Estimation Period:
Jun 13, 2007 to Feb 6, 2026
Jun 13, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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